CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 05-Apr-2021
Day Change Summary
Previous Current
01-Apr-2021 05-Apr-2021 Change Change % Previous Week
Open 0.7599 0.7610 0.0012 0.2% 0.7640
High 0.7623 0.7663 0.0041 0.5% 0.7667
Low 0.7534 0.7601 0.0067 0.9% 0.7534
Close 0.7619 0.7656 0.0038 0.5% 0.7619
Range 0.0089 0.0062 -0.0027 -29.9% 0.0133
ATR 0.0076 0.0075 -0.0001 -1.3% 0.0000
Volume 96,443 45,804 -50,639 -52.5% 334,239
Daily Pivots for day following 05-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7826 0.7803 0.7690
R3 0.7764 0.7741 0.7673
R2 0.7702 0.7702 0.7667
R1 0.7679 0.7679 0.7662 0.7691
PP 0.7640 0.7640 0.7640 0.7646
S1 0.7617 0.7617 0.7650 0.7629
S2 0.7578 0.7578 0.7645
S3 0.7516 0.7555 0.7639
S4 0.7454 0.7493 0.7622
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8004 0.7944 0.7691
R3 0.7871 0.7811 0.7655
R2 0.7739 0.7739 0.7643
R1 0.7679 0.7679 0.7631 0.7643
PP 0.7606 0.7606 0.7606 0.7588
S1 0.7546 0.7546 0.7606 0.7510
S2 0.7474 0.7474 0.7594
S3 0.7341 0.7414 0.7582
S4 0.7209 0.7281 0.7546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7667 0.7534 0.0133 1.7% 0.0064 0.8% 92% False False 76,008
10 0.7759 0.7534 0.0225 2.9% 0.0067 0.9% 54% False False 81,819
20 0.7853 0.7534 0.0319 4.2% 0.0074 1.0% 38% False False 80,184
40 0.8009 0.7534 0.0475 6.2% 0.0077 1.0% 26% False False 41,055
60 0.8009 0.7534 0.0475 6.2% 0.0076 1.0% 26% False False 27,417
80 0.8009 0.7413 0.0596 7.8% 0.0074 1.0% 41% False False 20,582
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7927
2.618 0.7825
1.618 0.7763
1.000 0.7725
0.618 0.7701
HIGH 0.7663
0.618 0.7639
0.500 0.7632
0.382 0.7625
LOW 0.7601
0.618 0.7563
1.000 0.7539
1.618 0.7501
2.618 0.7439
4.250 0.7338
Fisher Pivots for day following 05-Apr-2021
Pivot 1 day 3 day
R1 0.7648 0.7637
PP 0.7640 0.7618
S1 0.7632 0.7599

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols